更新時間: 2019年4月18日 PM 5:39:53
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
28/12/18 27.170% 25504.20 18.490% 19.001% +8.169% 19.001% +8.169%
31/12/18 25.030% 25845.70 18.819% 18.870% +6.160% 23.520% +1.510%
02/01/19 26.930% 25130.35 20.916% 19.164% +7.766% 23.571% +3.359%
03/01/19 25.170% 25064.36 19.238% 19.252% +5.918% 23.521% +1.649%
04/01/19 22.960% 25626.03 21.282% 19.749% +3.211% 23.966% -1.006%
07/01/19 22.180% 25835.70 20.636% 20.178% +2.002% 23.990% -1.810%
08/01/19 21.110% 25875.45 18.595% 20.134% +0.976% 23.772% -2.662%
09/01/19 20.430% 26462.32 20.106% 19.972% +0.458% 23.416% -2.986%
10/01/19 20.440% 26521.43 19.617% 20.047% +0.393% 23.340% -2.900%
11/01/19 19.640% 26667.27 19.662% 19.723% -0.083% 22.801% -3.161%
14/01/19 20.260% 26298.33 19.584% 19.513% +0.747% 22.077% -1.817%
15/01/19 19.480% 26830.29 20.346% 19.863% -0.383% 22.310% -2.830%
16/01/19 19.200% 26902.10 19.499% 19.742% -0.542% 22.012% -2.812%
17/01/19 19.300% 26755.63 19.649% 19.748% -0.448% 21.857% -2.557%
18/01/19 18.630% 27090.81 19.617% 19.739% -1.109% 21.685% -3.055%
21/01/19 19.130% 27196.54 19.608% 19.744% -0.614% 21.203% -2.073%
22/01/19 19.570% 27005.45 19.672% 19.609% -0.039% 20.897% -1.327%
23/01/19 18.800% 27008.20 19.592% 19.628% -0.828% 20.756% -1.956%
24/01/19 18.250% 27120.98 19.577% 19.613% -1.363% 20.580% -2.330%
25/01/19 17.770% 27569.19 20.000% 19.690% -1.920% 20.498% -2.728%
28/01/19 18.590% 27576.96 20.009% 19.770% -1.180% 20.095% -1.505%
29/01/19 18.500% 27531.68 19.395% 19.715% -1.215% 19.877% -1.377%
30/01/19 18.450% 27642.85 17.098% 19.216% -0.766% 19.216% -0.766%
31/01/19 18.010% 27942.47 17.199% 18.740% -0.730% 22.896% -4.886%
01/02/19 18.240% 27930.74 14.690% 17.678% +0.562% 21.454% -3.214%
04/02/19 18.580% 27990.21 14.255% 16.528% +2.052% 19.650% -1.070%
08/02/19 18.310% 27946.32 14.369% 15.522% +2.788% 17.945% +0.365%
11/02/19 17.660% 28143.84 12.144% 14.532% +3.128% 16.441% +1.219%
12/02/19 17.110% 28171.33 12.163% 13.524% +3.586% 15.191% +1.919%
13/02/19 17.100% 28497.59 12.443% 13.075% +4.025% 14.578% +2.522%
14/02/19 17.000% 28432.05 11.568% 12.537% +4.463% 13.876% +3.124%
15/02/19 18.130% 27900.84 11.872% 12.038% +6.092% 13.225% +4.905%
18/02/19 18.110% 28347.01 12.791% 12.167% +5.943% 13.067% +5.043%
19/02/19 18.280% 28228.13 12.802% 12.295% +5.985% 13.103% +5.177%
20/02/19 18.320% 28514.05 12.575% 12.322% +5.998% 13.030% +5.290%
21/02/19 17.710% 28629.92 12.577% 12.523% +5.187% 13.141% +4.569%
22/02/19 17.320% 28816.30 12.139% 12.577% +4.743% 13.093% +4.227%
25/02/19 18.010% 28959.30 12.123% 12.443% +5.567% 12.648% +5.362%
26/02/19 18.550% 28772.06 12.582% 12.399% +6.151% 12.501% +6.049%
27/02/19 19.830% 28757.44 11.792% 12.243% +7.587% 12.243% +7.587%
28/02/19 18.930% 28633.18 11.931% 12.114% +6.816% 14.900% +4.030%
01/03/19 17.100% 28812.17 11.891% 12.064% +5.036% 14.739% +2.361%
04/03/19 17.630% 28959.59 11.930% 12.025% +5.605% 14.396% +3.234%
05/03/19 17.550% 28961.60 11.790% 11.867% +5.683% 14.109% +3.441%
06/03/19 17.410% 29037.60 11.669% 11.842% +5.568% 13.982% +3.428%
07/03/19 17.510% 28779.45 12.229% 11.902% +5.608% 13.955% +3.555%
08/03/19 18.930% 28228.42 14.031% 12.330% +6.600% 14.355% +4.575%
11/03/19 17.780% 28503.30 14.335% 12.811% +4.969% 14.600% +3.180%
12/03/19 17.330% 28920.87 15.090% 13.471% +3.859% 15.241% +2.089%
13/03/19 17.580% 28807.45 14.885% 14.114% +3.466% 15.853% +1.727%
14/03/19 16.450% 28851.39 14.719% 14.612% +1.838% 16.292% +0.158%
15/03/19 15.300% 29012.26 12.728% 14.352% +0.948% 15.884% -0.584%
18/03/19 15.980% 29409.01 12.535% 13.991% +1.989% 15.141% +0.839%
19/03/19 16.140% 29466.28 12.287% 13.431% +2.709% 14.424% +1.716%
20/03/19 16.370% 29320.97 12.200% 12.894% +3.476% 13.741% +2.629%
21/03/19 16.560% 29071.56 12.642% 12.478% +4.082% 13.196% +3.364%
22/03/19 15.860% 29113.36 12.592% 12.451% +3.409% 13.065% +2.795%
25/03/19 18.140% 28523.35 14.451% 12.834% +5.306% 13.151% +4.989%
26/03/19 16.890% 28566.91 14.060% 13.189% +3.701% 13.406% +3.484%
27/03/19 15.770% 28728.25 14.177% 13.585% +2.185% 13.696% +2.074%
28/03/19 15.430% 28775.21 14.008% 13.858% +1.572% 13.858% +1.572%
29/03/19 14.730% 29051.36 14.320% 14.203% +0.527% 17.820% -3.090%
01/04/19 15.610% 29562.02 15.460% 14.405% +1.205% 17.718% -2.108%
02/04/19 15.170% 29624.67 15.451% 14.683% +0.487% 17.940% -2.770%
03/04/19 15.450% 29986.39 15.909% 15.029% +0.421% 18.239% -2.789%
04/04/19 15.360% 29936.32 15.523% 15.332% +0.028% 18.481% -3.121%
08/04/19 16.140% 30077.15 13.789% 15.226% +0.914% 17.853% -1.713%
09/04/19 15.500% 30157.49 13.396% 14.814% +0.686% 17.247% -1.747%
10/04/19 15.640% 30119.56 12.574% 14.238% +1.402% 16.460% -0.820%
11/04/19 15.860% 29839.45 13.098% 13.676% +2.184% 15.698% +0.162%
12/04/19 15.020% 29909.76 13.096% 13.191% +1.829% 15.032% -0.012%
15/04/19 16.050% 29810.72 13.140% 13.061% +2.989% 14.563% +1.487%
16/04/19 15.350% 30129.87 12.896% 12.961% +2.389% 14.345% +1.005%
17/04/19 15.310% 30124.68 12.904% 13.027% +2.283% 14.311% +0.999%
18/04/19 15.190% 29963.26 12.911% 12.989% +2.201% 14.163% +1.027%